A combinatorial representation for the invariant measure of diffusion processes on metric graphs

MaRDI QIDQ5026458zbMATH OpenFDO

Authors Michele Aleandri, Davide Gabrielli, M. Colangeli

Publication date 8 February 2022

Full work available at URL https://arxiv.org/abs/2002.00654, https://alea.impa.br/articles/v18/18-66.pdf

zbMATH Keywords

diffusion processesmetric graphsstationarity

Mathematics Subject Classification ID

Combinatorial probability (60C05) Stationary stochastic processes (60G10) Diffusion processes (60J60)

Abstract: We give a generalization to a continuous setting of the classic Markov chain tree Theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices and an absolutely continuous part on the edges. We show that the corresponding density at $x$ can be represented by a normalized superposition of the weights associated to metric arborescences oriented toward the point $x$. The weight of each oriented metric arborescence is obtained by the exponential of integrals of the form $intfracbsigm{a}^2$ along the oriented edges time a weight for each node determined by the local orientation of the arborescence around the node time the inverse of the diffusion coefficient at $x$. The metric arborescences are obtained cutting the original metric graph along some edges.

Recommendations

• A proof of the Markov chain tree theorem
• Invariance principle for variable speed random walks on trees
• On ergodic diffusions on continuous graphs whose centered resolvent admits a trace
• Diffusion determines the recurrent graph
• Diffusion processes on graphs: Stochastic differential equations, large deviation principle

Cites work

• A comparison among various notions of viscosity solution for Hamilton-Jacobi equations on networks
• A course in metric geometry
• A meaningful expansion around detailed balance
• A proof of the Markov chain tree theorem
• A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus
• Analysis and geometry of Markov diffusion operators
• Brownian motions on metric graphs
• Diffusion processes on graphs and the averaging principle
• Diffusion processes on graphs: Stochastic differential equations, large deviation principle
• Fick and Fokker-Planck diffusion law in inhomogeneous media
• Fokker-Planck-Kolmogorov equations
• Harmonic functions of Brownian motions on metric graphs
• scientific article; zbMATH DE number 5130020 (Why is no real title available?)
• scientific article; zbMATH DE number 18222 (Why is no real title available?)
• scientific article; zbMATH DE number 1239549 (Why is no real title available?)
• Markov Chains
• Quantum Graphs and Their Applications
• Random perturbations of Hamiltonian systems
• Semigroup methods for evolution equations on networks
• Stochastic flows on metric graphs
• Stochastic methods. A handbook for the natural and social sciences
• Stochastic processes and applications. Diffusion processes, the Fokker-Planck and Langevin equations
• Tree formulas, mean first passage times and Kemeny's constant of a Markov chain

Cited in

(4)

• Trees and forests for nonequilibrium purposes: an introduction to graphical representations
• Drazin-inverse and heat capacity for driven random walkers on the ring
• Freidlin-Wentzell solutions of discrete Hamilton-Jacobi equations
• Stationary mean field games on networks with sticky transition conditions

This page was built for publication: A combinatorial representation for the invariant measure of diffusion processes on metric graphs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5026458)